VICE Options History — October 2024 In October 2024, VICE traded between $31.44 and $32.20. ATM implied volatility averaged 31.5%, placing in the 29.7% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 20.0% (HV 20d: 11.5%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 32.0% change2024-10-08 : Highest IV Rank — 39.0%2024-10-31 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $31.81 $31.44 $32.20 $31.84 $31.57 ATM IV 31.5% 25.6% 38.5% 32.3% 37.8% Expected Move 8.5% 7.1% 10.8% 9.2% 10.8% HV 20d 11.5% 10.1% 12.3% 10.7% 11.0% HV 60d 16.6% 13.4% 17.7% 17.3% 13.4% IV Rank 29.7% 21.9% 39.0% 30.7% 38.0% IV Percentile 48.5% 11.1% 79.0% 56.3% 77.8% Term Structure -7.6% -14.3% -4.0% -8.1% -14.3% Skew 25d 0.3% -9.2% 3.4% 1.8% 1.5% Skew 10d 4.1% -1.3% 8.7% 6.9% 8.7% Call IV 25d 26.2% 22.9% 33.6% 25.9% 29.4% Put IV 25d 26.5% 22.6% 35.1% 27.6% 30.9% Bid-Ask Spread % 154.79 151.60 159.04 158.98 156.75 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-10-01 $31.84 $0.00 32.3% 9.2% 10.7% 30.7% 0.0% 1.8% -8.1% 0 0 0 0.00 158.98 N/A N/A 0 0 0 0 2024-10-02 $32.04 $0.00 33.6% 9.6% 10.7% 32.5% 0.0% 2.9% -8.3% 0 0 0 0.00 159.04 N/A N/A 0 0 0 0 2024-10-03 $31.60 $0.00 33.4% 7.1% 12.0% 32.2% 0.0% -0.7% -5.1% 0 0 0 0.00 154.04 N/A N/A 0 0 0 0 2024-10-04 $31.95 $0.00 33.5% 7.3% 11.6% 32.3% 0.0% 0.6% -4.9% 0 0 0 0.00 154.20 N/A N/A 0 0 0 0 2024-10-07 $31.99 $0.00 37.8% 7.5% 11.6% 38.0% 0.0% 0.5% -4.9% 0 0 0 0.00 151.60 N/A N/A 0 0 0 0 2024-10-08 $31.77 $0.00 38.5% 7.2% 11.9% 39.0% 0.0% 0.4% -4.0% 0 0 0 0.00 153.71 N/A N/A 0 0 0 0 2024-10-09 $31.82 $0.00 26.2% 7.5% 11.9% 22.6% 0.0% 0.1% -6.7% 0 0 0 0.00 154.00 N/A N/A 0 0 0 0 2024-10-10 $31.63 $0.00 26.0% 7.4% 12.0% 22.4% 0.0% 0.6% -5.4% 0 0 0 0.00 155.63 N/A N/A 0 0 0 0 2024-10-11 $31.91 $0.00 25.6% 7.3% 12.2% 21.9% 0.0% 0.5% -5.8% 0 0 0 0.00 153.47 N/A N/A 0 0 0 0 2024-10-14 $31.96 $0.00 27.8% 8.0% 12.2% 24.8% 0.0% 1.0% -6.6% 0 0 0 0.00 154.54 N/A N/A 0 0 0 0 2024-10-15 $31.85 $0.00 27.3% 7.8% 12.2% 24.0% 0.0% -0.1% -7.7% 0 0 0 0.00 154.07 N/A N/A 0 0 0 0 2024-10-16 $32.12 $0.00 27.9% 8.0% 12.3% 24.9% 0.0% -0.8% -6.7% 0 0 0 0.00 153.24 N/A N/A 0 0 0 0 2024-10-17 $32.00 $0.00 28.1% 8.1% 11.2% 25.2% 0.0% -0.3% -5.5% 0 0 0 0.00 153.18 N/A N/A 0 0 0 0 2024-10-18 $31.70 $0.00 28.4% 8.1% 11.6% 25.5% 0.0% -0.3% -6.9% 0 0 0 0.00 154.20 N/A N/A 0 0 0 0 2024-10-21 $31.52 $0.00 29.7% 8.5% 11.7% 27.3% 0.0% -0.6% -6.8% 0 0 0 0.00 155.80 N/A N/A 0 0 0 0 2024-10-22 $31.51 $0.00 30.3% 8.7% 11.7% 28.1% 0.0% 3.4% -7.5% 0 0 0 0.00 156.97 N/A N/A 0 0 0 0 2024-10-23 $31.44 $0.00 33.4% 9.6% 11.6% 32.2% 0.0% 1.7% -9.5% 0 0 0 0.00 156.68 N/A N/A 0 0 0 0 2024-10-24 $31.52 $0.00 31.2% 9.0% 10.1% 29.3% 0.0% -9.2% -8.7% 0 0 0 0.00 155.53 N/A N/A 0 0 0 0 2024-10-25 $31.75 $0.00 32.3% 9.3% 10.4% 30.8% 0.0% 1.0% -9.2% 0 0 0 0.00 155.65 N/A N/A 0 0 0 0 2024-10-28 $32.13 $0.00 34.7% 9.9% 11.2% 33.9% 0.0% 1.9% -10.8% 0 0 0 0.00 153.37 N/A N/A 0 0 0 0 2024-10-29 $32.20 $0.00 34.7% 10.0% 11.2% 33.9% 0.0% 2.1% -10.4% 0 0 0 0.00 152.05 N/A N/A 0 0 0 0 2024-10-30 $31.83 $0.00 35.1% 10.1% 11.7% 34.4% 0.0% -0.5% -11.6% 0 0 0 0.00 153.38 N/A N/A 0 0 0 0 2024-10-31 $31.57 $0.00 37.8% 10.8% 11.0% 38.0% 0.0% 1.5% -14.3% 0 0 0 0.00 156.75 N/A N/A 0 0 0 0
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